-11.1%
VRSK vs RCAT
+182.3%
-193.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -5.2% | -4.9% | -0.3% | -5.1% |
| 30D | -2.3% | -22.9% | +20.6% | -2.1% |
| 3M | -2.9% | -33.7% | +30.8% | -2.5% |
| 6M | -12.8% | -50.7% | +37.9% | -12.2% |
| YTD | -20.8% | +0.4% | -21.2% | -21.4% |
| 1Y | -33.2% | -27.6% | -5.6% | -33.5% |
| 3Y | -26.6% | +753.2% | -779.7% | -33.6% |
| All | -11.1% | +182.3% | -193.4% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling